PRDSX vs. SCHA

In the year-to-date period, PRDSX achieves a 22.80% return, which is significantly higher than SCHA's 19.43% return. Over the past 10 years, PRDSX has underperformed SCHA with an annualized return of 6.65%, while SCHA has yielded a comparatively higher 9.64% annualized return.

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PRDSX has a 0.78% expense ratio, which is higher than SCHA's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and Schwab U.S. Small-Cap ETF (SCHA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current PRDSX Sharpe Ratio is 1.81, which is comparable to the SCHA Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of PRDSX and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRDSX has not paid dividends to shareholders, while SCHA's dividend yield for the trailing twelve months is around 1.21%.

The maximum PRDSX drawdown since its inception was -61.68%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for PRDSX and SCHA. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) is 6.23%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 6.92%. This indicates that PRDSX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.